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XUEN.DE vs. AMEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEN.DE vs. AMEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUEN.DE achieves a 32.35% return, which is significantly higher than AMEE.DE's 27.83% return.


XUEN.DE

1D
-0.40%
1M
4.10%
YTD
32.35%
6M
28.01%
1Y
43.05%
3Y*
14.05%
5Y*
21.22%
10Y*

AMEE.DE

1D
-0.87%
1M
-3.42%
YTD
27.83%
6M
25.69%
1Y
62.63%
3Y*
32.97%
5Y*
28.59%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUEN.DE vs. AMEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
32.35%-3.28%10.56%-3.66%71.12%65.12%-40.59%12.55%-14.61%11.19%
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
27.83%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%11.94%

Correlation

The correlation between XUEN.DE and AMEE.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.65

Over the past year, the correlation between XUEN.DE and AMEE.DE has dropped to 0.03 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

XUEN.DE vs. AMEE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUEN.DE
XUEN.DE Risk / Return Rank: 4949
Overall Rank
XUEN.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XUEN.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUEN.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XUEN.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XUEN.DE Martin Ratio Rank: 4747
Martin Ratio Rank

AMEE.DE
AMEE.DE Risk / Return Rank: 9191
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XUEN.DE vs. AMEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XUEN.DEAMEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

1.31

1.52

-0.22

Calmar ratioReturn relative to maximum drawdown

2.44

7.71

-5.28

Martin ratioReturn relative to average drawdown

7.67

23.88

-16.21

XUEN.DE vs. AMEE.DE - Sharpe Ratio Comparison

The current XUEN.DE Sharpe Ratio is 1.76, which is lower than the AMEE.DE Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of XUEN.DE and AMEE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XUEN.DEAMEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

3.24

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

1.27

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.41

-0.04

Drawdowns

XUEN.DE vs. AMEE.DE - Drawdown Comparison

The maximum XUEN.DE drawdown since its inception was -64.67%, which is greater than AMEE.DE's maximum drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for XUEN.DE and AMEE.DE.


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Drawdown Indicators


XUEN.DEAMEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.67%

-59.14%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-7.92%

-9.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.63%

-15.74%

-10.89%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-19.23%

-7.40%

Max Drawdown (10Y)

Largest decline over 10 years

-59.14%

Current Drawdown

Current decline from peak

-9.21%

-3.54%

-5.67%

Average Drawdown

Average peak-to-trough decline

-16.97%

-10.65%

-6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

2.56%

+2.90%

Volatility

XUEN.DE vs. AMEE.DE - Volatility Comparison

Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a higher volatility of 7.71% compared to Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) at 7.10%. This indicates that XUEN.DE's price experiences larger fluctuations and is considered to be riskier than AMEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUEN.DEAMEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

7.10%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

20.26%

14.18%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.74%

18.89%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.62%

22.25%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.68%

25.74%

+3.94%

XUEN.DE vs. AMEE.DE - Expense Ratio Comparison

XUEN.DE has a 0.12% expense ratio, which is lower than AMEE.DE's 0.45% expense ratio.


Dividends

XUEN.DE vs. AMEE.DE - Dividend Comparison

XUEN.DE's dividend yield for the trailing twelve months is around 2.07%, while AMEE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
2.07%2.80%2.64%3.22%3.89%3.12%7.28%2.72%0.71%

Frequently Asked Questions


XUEN.DE and AMEE.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUEN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEN.DE is cheaper with a 0.12% expense ratio, compared with 0.45% for AMEE.DE.

XUEN.DE tracks MSCI USA Energy 20/35 Custom, while AMEE.DE tracks Bloomberg Hydrogen ESG. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XUEN.DE and 0.45% for AMEE.DE.

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